matlab example of m-estimator
时间: 2023-11-02 10:59:53 浏览: 40
Sure, here's an example of an m-estimator implemented in MATLAB:
```
function [X, iter] = m_estimator(Y, f, g, TOL, MaxIter)
% Input arguments:
% Y - observations
% f - function f(x) whose zeros give estimates of unknown parameter
% g - function g(x) used in iterative solution
% TOL - tolerance
% MaxIter - maximum number of iterations
% Initialize values
X = 0; iter = 0; delta = TOL + 1;
while (delta > TOL) && (iter < MaxIter)
iter = iter + 1;
% Compute function values
fx = f(X); gx = g(X);
% Update estimate
X_new = X - gx \ fx;
% Compute delta and update X
delta = norm(X - X_new);
X = X_new;
end
end
```
In this example, Y represents the observations, f is a function whose zeros give estimates of the unknown parameter, and g is a function used in iterative solution. The algorithm will continue iterating until either the difference between the current and previous estimate is less than the tolerance TOL or the maximum number of iterations MaxIter has been reached.
Hope this helps!